We have studied magnetic anisotropy in FePt, FePt2, and Fe2Pt clusters, employing a fully relativistic pseudo potential and plane wave method with the local spin density approximation. We found the stable clusters, linear and triangular ones, for both trimers. We estimated magnetic anisotropy energy from the difference of total energies, indicating that the dimer has the magnetization easy axis along the molecular axis and the linear trimers has the magnetization easy plane perpendicular to the molecular axis. We also estimated spin and orbital magnetic moments on each atom for some typical magnetization directions.